Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.52% | 1.85 CHF | 1.86 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 480'800 CHF | 483'300 CHF | 96.53% | 96.53% |
19.11.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 457'298 CHF | 459'798 CHF | 92.78% | 92.78% |
18.11.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 489'388 CHF | 491'888 CHF | 97.49% | 97.49% |
15.11.2024 | 0.49% | 1.96 CHF | 1.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 408'502 CHF | 410'502 CHF | 99.65% | 99.65% |
14.11.2024 | 0.47% | 2.24 CHF | 2.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 428'474 CHF | 430'474 CHF | 99.49% | 99.49% |
13.11.2024 | 0.54% | 2.09 CHF | 2.10 CHF | 200'000 | 200'000 | 193'496 | 193'496 | 399'692 CHF | 401'744 CHF | 99.08% | 99.08% |
12.11.2024 | 0.44% | 2.10 CHF | 2.11 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 450'663 CHF | 452'663 CHF | 99.18% | 99.18% |
11.11.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 493'322 CHF | 495'322 CHF | 99.34% | 99.34% |
08.11.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 465'555 CHF | 467'555 CHF | 96.27% | 96.27% |
07.11.2024 | 0.39% | 2.50 CHF | 2.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 506'931 CHF | 508'931 CHF | 89.64% | 89.64% |